+249.5%
APLD vs FAST
+119.8%
+129.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +19.6% | +5.0% | +14.6% | +16.1% |
| 30D | -24.5% | +8.6% | -33.0% | -28.5% |
| 3M | -45.6% | +6.9% | -52.5% | -48.1% |
| 6M | -61.4% | +29.6% | -91.0% | -68.2% |
| YTD | -30.9% | +41.4% | -72.3% | -47.7% |
| 1Y | -35.8% | +38.5% | -74.3% | -50.8% |
| 3Y | +261.4% | +98.7% | +162.7% | +86.9% |
| All | +249.5% | +119.8% | +129.7% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FAST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling